BKR option chain Baker Hughes Company
Cboe delayed options data · as of 00:34 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±31.2% (38.32–73.02) · ATM IV 35.7% · P/C open interest 0.45
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 26.50 | 31.50 | 210 | 43.0% | 0.97 | 0.0031 | 0.000 | 28 | 0 | 5.00 | 1 | 68.0% | -0.04 | 0.0032 | -0.002 | ||
| 24.50 | 29.50 | 7 | 37.1% | 0.95 | 0.0039 | 0.000 | 30 | 0 | 0.9500 | 25 | 39.0% | -0.05 | 0.0040 | -0.003 | ||
| 22.00 | 27.00 | 2 | 37.5% | 0.94 | 0.0053 | -0.001 | 33 | 0.2000 | 1.20 | 32 | 37.5% | -0.07 | 0.0055 | -0.003 | ||
| 20.50 | 25.50 | 7 | 38.7% | 0.92 | 0.0064 | -0.001 | 35 | 0.7500 | 1.50 | 72 | 39.1% | -0.09 | 0.0066 | -0.004 | ||
| 18.00 | 23.00 | 14 | 36.7% | 0.89 | 0.0081 | -0.002 | 38 | 0.4000 | 4.80 | 41 | 46.8% | -0.12 | 0.0084 | -0.005 | ||
| 16.50 | 21.50 | 68 | 36.4% | 0.87 | 0.0094 | -0.003 | 40 | 0.5500 | 3.60 | 145 | 38.5% | -0.14 | 0.0098 | -0.005 | ||
| 14.50 | 18.00 | 5 | 31.9% | 0.83 | 0.0113 | -0.004 | 43 | 2.15 | 2.85 | 122 | 36.0% | -0.18 | 0.0118 | -0.006 | ||
| 15.00 | 17.80 | 58 | 40.8% | 0.80 | 0.0126 | -0.005 | 45 | 2.75 | 3.40 | 1 | 117 | 35.8% | -0.21 | 0.0132 | -0.007 | |
| 13.40 | 15.00 | 211 | 35.2% | 0.77 | 0.0138 | -0.006 | 47 | 2.25 | 4.00 | 80 | 32.5% | -0.24 | 0.0146 | -0.007 | ||
| 11.60 | 13.20 | 657 | 34.8% | 0.72 | 0.0154 | -0.006 | 50 | 4.50 | 5.10 | 620 | 35.2% | -0.29 | 0.0165 | -0.008 | ||
| 9.80 | 10.70 | 2 | 469 | 36.2% | 0.64 | 0.0176 | -0.008 | 55 | 6.70 | 7.50 | 164 | 35.1% | -0.38 | 0.0191 | -0.009 | |
| 7.10 | 8.10 | 267 | 33.7% | 0.55 | 0.0187 | -0.008 | 60 | 8.30 | 10.40 | 42 | 32.9% | -0.48 | 0.0209 | -0.009 | ||
| 5.40 | 6.60 | 549 | 34.0% | 0.47 | 0.0189 | -0.008 | 65 | 12.50 | 13.60 | 505 | 34.8% | -0.58 | 0.0219 | -0.009 | ||
| 3.40 | 5.00 | 510 | 32.0% | 0.39 | 0.0184 | -0.008 | 70 | 14.00 | 19.00 | 1 | 33.9% | -0.67 | 0.0226 | -0.009 | ||
| 1.85 | 4.00 | 187 | 30.9% | 0.32 | 0.0172 | -0.008 | 75 | 18.00 | 23.00 | 2 | 33.9% | -0.76 | 0.0231 | -0.009 | ||
| 1.30 | 3.50 | 849 | 32.1% | 0.27 | 0.0157 | -0.007 | 80 | 22.50 | 27.00 | 130 | 33.1% | -0.84 | 0.0225 | -0.008 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs